How does one stop messaging prompts from interrupting other applications?

Whenever I'm working with an app. like an astronomy program, or Mapopopolis GPS, or watching TV, or whatever, and I get a message prompt, it interrupts the program to let me know I have some stupid message that I don't care about (most of the time).

I've tried various settings to turn off messaging (which I never use), etc. with no luck.

I'm still using the default Palm messaging and Versamail. Not a heavy-enough mobile email user to switch to Chatter.

How can I stop messaging from interrupting other already-running programs?